+22.0%
SPGI vs LII
+5.3%
+16.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.8% |
| 7D | +0.1% | -0.7% | +0.9% | +0.3% |
| 30D | +8.4% | -12.6% | +21.0% | +11.0% |
| 3M | +11.8% | -24.4% | +36.3% | +16.6% |
| 6M | +5.7% | -28.7% | +34.4% | +11.2% |
| YTD | -9.7% | -19.1% | +9.5% | -8.3% |
| 1Y | -12.5% | -29.7% | +17.2% | -8.1% |
| All | +22.0% | +5.3% | +16.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling